Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 634.273959 649.545265 664.565134 680.445249 696.753621 713.009135 730.432972
2025-12-28 611.919157 634.289111 656.587332 680.480772 705.357042 730.492157 757.808120
2026-01-04 597.517727 624.949963 652.567445 682.457489 713.896893 745.988365 781.227299
2026-01-11 586.922632 618.448759 650.450238 685.373133 722.420051 760.557455 802.799133
2026-01-18 577.180516 612.126738 647.854987 687.127444 729.099055 772.627873 821.208078
2026-01-25 570.070061 608.111254 647.255450 690.563811 737.160226 785.810824 840.481407
2026-02-01 562.916068 603.673137 645.859650 692.812634 743.641527 797.038659 857.422694
2026-02-08 556.563151 599.801023 644.800391 695.161627 749.992231 807.924065 873.822406
2026-02-15 549.970116 595.418983 642.961064 696.443478 754.984042 817.168297 888.294888
2026-02-22 544.041416 591.552035 641.490347 697.943133 760.047846 826.353930 902.592483
2026-03-01 538.054173 587.439061 639.584139 698.804649 764.266986 834.495603 915.646418
2026-03-08 531.775718 582.841662 636.995197 698.767461 767.362386 841.290339 927.121415
2026-03-15 526.984048 579.778197 636.000740 700.408653 772.249439 850.024027 940.740748
2026-03-22 521.333334 575.634534 633.694956 700.481354 775.292940 856.632555 951.930042
2026-03-29 517.350019 573.242089 633.237491 702.525255 780.461191 865.553473 965.680683
2026-04-05 514.255895 571.754792 633.709525 705.537650 786.657356 875.587561 980.673664
2026-04-12 510.504394 569.442273 633.179541 707.350157 791.441270 883.992036 993.803070
2026-04-19 508.118348 568.598257 634.237268 710.900567 798.149633 894.547495 1009.382305
2026-04-26 505.033730 566.893785 634.262490 713.224061 803.420236 903.446959 1023.067682
2026-05-03 502.156650 565.360536 634.424158 715.651084 808.768710 912.412261 1036.828778
2026-05-10 498.671830 563.070180 633.667769 716.975531 812.811319 919.857679 1048.832154
2026-05-17 495.464188 561.037287 633.150981 718.525031 817.072561 927.529134 1061.092516
2026-05-24 491.943295 558.586922 632.104017 719.415189 820.532915 934.252478 1072.244840